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Nonlinear Econometric Modeling in Time Series

Nonlinear Econometric Modeling in Time Series

1.027 kr.

1.027 kr.

På lager

Tirs., 3 juni - tirs., 10 juni


Sikker betaling

14 dages åbent køb


Sælges og leveres af

Adlibris


Produktbeskrivelse

Nonlinear Econometric Modeling in Time Series Analysis presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference, and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.

Varenr.

10a6c82f-cbaa-4210-80ca-ef17ec15d63f

Nonlinear Econometric Modeling in Time Series

1.027 kr.

1.027 kr.

På lager

Tirs., 3 juni - tirs., 10 juni


Sikker betaling

14 dages åbent køb


Sælges og leveres af

Adlibris